Anic Equity¶

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Total return since start: 0.589 %¶

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Equity now: -----------------------------> 48541.6 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46844.98 Kr¶

PnL: ---------------------------------------> 487.98 Kr¶

DD now: ---------------------------------> -8.62 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-08-10 16:31:13.392594'

Anic Portfolio¶

Today¶

Return: 0.925 %¶

This Week¶

Return: 0.639 %¶

Total portfolio value¶

Return including deposits: 58.913 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
NP3 Fastigheter 32 4.100000 5849.600000 152.600000 2.680000 5697.000000
EnQuest PLC 2351 -1.270000 5849.290000 136.290000 2.390000 5713.000530
Investor B 27 1.030000 5825.250000 134.250000 2.360000 5691.000006
Vitec Software Group B 2 2.740000 1198.000000 111.000000 10.210000 1087.000000
Lindab International 35 1.500000 5684.000000 91.000000 1.630000 5593.000000
Tethys Oil 109 1.930000 5919.790000 8.790000 0.150000 5911.000022
AQ Group 12 -0.340000 5226.000000 -37.000000 -0.700000 5262.999996
Volvo B 25 0.530000 5696.250000 -46.750000 -0.810000 5743.000000
Volvo A 24 0.170000 5596.800000 -62.200000 -1.100000 5659.000008
TOTAL 46844.980000 487.980000 -8.61958% 46357.000562

Updated:¶

'2023-08-10 16:31:31.786502'
None

Last optimization/rebalancing:¶

'2023-07-26'

Next optimization/rebalancing:¶

'2023-09-05'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶